Related papers: A universality theorem for ratios of random charac…
Strongly consistent estimates are shown, via relative frequency, for the probability of "white balls" inside a dichotomous urn when such a probability is an arbitrary continuous time dependent function over a bounded time interval. The…
In this survey, different aspects of the theory of orthogonal polynomials of one (real or complex) variable are reviewed. Orthogonal polynomials on the unit circle are not discussed.
Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix-size tends to infinity.…
One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…
A new method of algebraic nature is proposed for the study of the asymptotic properties of special polynomials. The technique we foresee is based on the use of umbral operators, allowing a unified treatment of a large body of polynomial…
We examine a generalization of the binomial distribution associated with a strictly increasing sequence of numbers and we prove its Poisson-like limit. Such generalizations might be found in quantum optics with imperfect detection. We…
Regarding the conjugacy representation on symmetric groups, we initiate a normalized measure emerging from this representation, namely the conjugacy measure. A central limit theorem for character ratios of random representations of the…
Starting from Montgomery's conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of L-functions. In particular, moments of characteristic polynomials of random matrices have been…
In this paper we use probabilistic methods to derive some results on the generalized Bernoulli and generalized Euler polynomials. Our approach is based on the properties of Appell polynomials associated with uniformly distributed and…
We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…
We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…
We investigate multiple Charlier polynomials and in particular we will use the (nearest neighbor) recurrence relation to find the asymptotic behavior of the ratio of two multiple Charlier polynomials. This result is then used to obtain the…
It is proved that $P(\omega)/\triangle_d$, where $\triangle_d$ is the ideal of sets of asymptotic density zero, is universal in the sense of embeddings.
We examine properties of generic automorphisms of the random poset, with the goal of explicitly characterizing them. We associate to each automorphism an auxiliary first-order structure, consisting of the random poset equipped with an…
The investigation of universality questions for local eigenvalue statistics continues to be a driving force in the theory of Random Matrices. For Matrix Models [53] the method of orthogonal polynomials can be used and the asymptotics of the…
We give a simple proof of a classical theorem by A.M\'at\'e, P.Nevai, and V.Totik on asymptotic behavior of orthogonal polynomials on the unit circle. It is based on a new real-variable approach involving an entropy estimate for the…
The unitary evolution maps in closed chaotic quantum graphs are known to have universal spectral correlations, as predicted by random matrix theory. In chaotic graphs with absorption the quantum maps become non-unitary. We show that their…
We use the Legendre polynomials and the Hermite polynomials as two examples to illustrate a simple and systematic technique on deriving asymptotic formulas for orthogonal polynomials via recurrence relations. Another application of this…
We study the universal properties of distributions of eigenvalues of random matrices in the large $N$ limit. The distributions fall in universality classes characterized entirely by the support of the spectral density.
In this note, we prove a central limit theorem for smooth linear statistics of zeros of random polynomials which are linear combinations of orthogonal polynomials with iid standard complex Gaussian coefficients. Along the way, we obtain…